获取多个加密;＃x27; CCXT或Binance Python API中的OHLC值？

Question

我正在尝试根据我的策略创建一个自动机器人，但我正在努力处理一些事情：

1-在CCXT中，我可以获得指定符号的OHLC数据。但是我找不到有关文档和Google等的任何数据，有关获取多个符号的OHLC数据。

例如：ohlcv = Exchange.fetch_ohlcv（符号，'1d'，limit = 500），

如果我将符号更改为btcusdt，并且我可以获取数据。但是我要一次多个符号。就像几行一样，包括btcusdt，ethusdt，xrpusdt等...

我所需的输出是：

pair       open    high   low    close
btcusdt    38000   38005  37995  38002
ethusdt    1234     2132   1233    1434
xrpusd       1      2      0.9      1.1

2-我还尝试了binance api和websocket连接。使用多个流URL，我可以一次获得每个符号的5M烛台数据。我得到了下面分享的输出，但我无法使它们起作用，因为每个符号都有不同的表。另外，我可以将数据过滤为仅获得关闭的蜡烛（true），但是在获得第一个输出并继续重复它之后。我无法得到新蜡烛。

     Symbol Frame    Open   Close    High     Low    Candle Time  Candle Closed
0  CTSIUSDT    5m  0.2720  0.2716  0.2722  0.2705  1651601399999          False
    Symbol Frame     Open  ...      Low    Candle Time Candle Closed
0  RENUSDT    5m  0.28050  ...  0.28010  1651601399999         False

[1 rows x 8 columns]
     Symbol Frame     Open  ...      Low    Candle Time Candle Closed
0  AAVEUSDT    5m  140.320  ...  140.010  1651601399999         False

[1 rows x 8 columns]

base_url = "wss://fstream.binance.com/stream?streams="
symbols_wo = ["1000shibusdt@kline_5m/1000xecusdt@kline_5m/1inchusdt@kline_5m/aaveusdt@kline_5m/adausdt@kline_5m/akrousdt@kline_5m/algousdt@kline_5m/aliceusdt@kline_5m/alphausdt@kline_5m/ancusdt@kline_5m/ankrusdt@kline_5m/antusdt@kline_5m/apeusdt@kline_5m/api3usdt@kline_5m/arpausdt@kline_5m/arusdt@kline_5m/atausdt@kline_5m/atomusdt@kline_5m/audiousdt@kline_5m/avaxusdt@kline_5m/axsusdt@kline_5m/bakeusdt@kline_5m/balusdt@kline_5m/bandusdt@kline_5m/batusdt@kline_5m/bchusdt@kline_5m/belusdt@kline_5m/blzusdt@kline_5m/bnbusdt@kline_5m/bnxusdt@kline_5m/btcdomusdt@kline_5m/btcusdt@kline_5m/btsusdt@kline_5m/c98usdt@kline_5m/celousdt@kline_5m/celrusdt@kline_5m/chrusdt@kline_5m/chzusdt@kline_5m/compusdt@kline_5m/cotiusdt@kline_5m/crvusdt@kline_5m/ctkusdt@kline_5m/ctsiusdt@kline_5m/cvcusdt@kline_5m/darusdt@kline_5m/dashusdt@kline_5m/defiusdt@kline_5m/dentusdt@kline_5m/dgbusdt@kline_5m/dodousdt@kline_5m/dogeusdt@kline_5m/dotusdt@kline_5m/duskusdt@kline_5m/dydxusdt@kline_5m/egldusdt@kline_5m/enjusdt@kline_5m/ensusdt@kline_5m/eosusdt@kline_5m/etcusdt@kline_5m/ethusdt@kline_5m/filusdt@kline_5m/flmusdt@kline_5m/flowusdt@kline_5m/ftmusdt@kline_5m/fttusdt@kline_5m/galausdt@kline_5m/gmtusdt@kline_5m/grtusdt@kline_5m/gtcusdt@kline_5m/hbarusdt@kline_5m/hntusdt@kline_5m/hotusdt@kline_5m/icpusdt@kline_5m/icxusdt@kline_5m/imxusdt@kline_5m/iostusdt@kline_5m/iotausdt@kline_5m/iotxusdt@kline_5m/jasmyusdt@kline_5m/kavausdt@kline_5m/klayusdt@kline_5m/kncusdt@kline_5m/ksmusdt@kline_5m/linausdt@kline_5m/linkusdt@kline_5m/litusdt@kline_5m/lptusdt@kline_5m/lrcusdt@kline_5m/ltcusdt@kline_5m/lunausdt@kline_5m/manausdt@kline_5m/maskusdt@kline_5m/maticusdt@kline_5m/mkrusdt@kline_5m/mtlusdt@kline_5m/nearusdt@kline_5m/neousdt@kline_5m/nknusdt@kline_5m/oceanusdt@kline_5m/ognusdt@kline_5m/omgusdt@kline_5m/oneusdt@kline_5m/ontusdt@kline_5m/peopleusdt@kline_5m/qtumusdt@kline_5m/rayusdt@kline_5m/reefusdt@kline_5m/renusdt@kline_5m/rlcusdt@kline_5m/roseusdt@kline_5m/rsrusdt@kline_5m/runeusdt@kline_5m/rvnusdt@kline_5m/sandusdt@kline_5m/scusdt@kline_5m/sfpusdt@kline_5m/sklusdt@kline_5m/snxusdt@kline_5m/solusdt@kline_5m/srmusdt@kline_5m/stmxusdt@kline_5m/storjusdt@kline_5m/sushiusdt@kline_5m/sxpusdt@kline_5m/thetausdt@kline_5m/tlmusdt@kline_5m/tomousdt@kline_5m/trbusdt@kline_5m/trxusdt@kline_5m/unfiusdt@kline_5m/uniusdt@kline_5m/vetusdt@kline_5m/wavesusdt@kline_5m/woousdt@kline_5m/xemusdt@kline_5m/xlmusdt@kline_5m/xmrusdt@kline_5m/xrpusdt@kline_5m/xtzusdt@kline_5m/yfiusdt@kline_5m/zecusdt@kline_5m/zenusdt@kline_5m/zilusdt@kline_5m/zrxusdt@kline_5m/"]

base_url = "wss://fstream.binance.com/stream?streams="

SOCKET = base_url + symbols_wo

print(SOCKET)

def on_open(ws):
    print('opened')

def on_close(ws):
    print("closed")

def on_message(ws, message):
    json_message = json.loads(message)

    symbol = json_message["data"]["s"]
    candle_time = json_message["data"]["k"]["T"]
    time_frame = json_message["data"]["k"]["i"]
    open = json_message["data"]["k"]["o"]
    close = json_message["data"]["k"]["c"]
    high = json_message["data"]["k"]["h"]
    low = json_message["data"]["k"]["l"]
    candle_closed = json_message["data"]["k"]["x"]
  
    candlestick = [{"Symbol": symbol,
             "Frame": time_frame,
             "Open": open,
             "Close": close,
             "High": high,
             "Low": low,
             "Candle Time": candle_time,
             "Candle Closed": candle_closed,
                         }]
    df = pd.DataFrame(candlestick)
    df

ws = websocket.WebSocketApp(SOCKET, on_open=on_open, on_close=on_close, on_message=on_message)
ws.run_forever()

我想要的是至少我选择的每对持续20“ 5m烛台”。

Answer 1

自从我开始学习Python以来15天后，我解决了它！希望它也会帮助他人。

在fetch_ohlcv函数中，您必须提供一个符号。时间范围和限制是可选的。我的解决方案是：

my_symbol = ['BTCUSDT', 'ETHUSDT']
def test (symbol):
return binanceusdm.fetch_ohlcv(symbol, "5m", limit=3)
output = list(map(test, my_symbol))
print(output)

输出是BTC和ETH对的最后3（5m蜡烛）。您可以检查UNIX TIMESTAMP代码验证它们。

[[[[[1651932900000，35881.0，35912.9，35867.7，35892.8，397.392]，[1651933200000，35892.8，3592.8，35920.9 918.5，35904.5，35918.5，59.591]]，[[ 1651932900000，2672.99，2677.2，2672.54，2675.37，2675.37，2220.193]，[1651933200000，2675.37，2677.66，2674.55，2674.55，2675.53，2675.53，1426.824] 28.509]]]